Hot air from the jolly group joining Jolson? (7)
I believe the answer is:
thermal
'hot air' is the definition.
(current of air)
'the jolly group joining jolson?' is the wordplay.
'jolly group' becomes 'RM' (Royal Marines, jolly can mean a Royal Marine).
'joining' means one lot of letters go next to another.
'jolson?' becomes 'Al' (singer Al Jolson).
'the'+'rm'+'al'='THERMAL'
'from' is the link.
(Other definitions for thermal that I've seen before include "Warm or hot, say air or spring" , "Type of air current" , "Rising current of warm air" , "Rising current (used by gliders)" , "Designed to retain heat" .)